Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,876.0390 |
1,852.5300 |
-23.5090 |
-1.3% |
1,896.2020 |
High |
1,888.8030 |
1,864.9280 |
-23.8750 |
-1.3% |
1,905.1710 |
Low |
1,851.9100 |
1,818.4590 |
-33.4510 |
-1.8% |
1,835.2730 |
Close |
1,853.4200 |
1,850.0940 |
-3.3260 |
-0.2% |
1,877.1030 |
Range |
36.8930 |
46.4690 |
9.5760 |
26.0% |
69.8980 |
ATR |
54.9802 |
54.3722 |
-0.6079 |
-1.1% |
0.0000 |
Volume |
1,182 |
210,467 |
209,285 |
17,706.0% |
320,808 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.9007 |
1,963.4663 |
1,875.6520 |
|
R3 |
1,937.4317 |
1,916.9973 |
1,862.8730 |
|
R2 |
1,890.9627 |
1,890.9627 |
1,858.6133 |
|
R1 |
1,870.5283 |
1,870.5283 |
1,854.3537 |
1,857.5110 |
PP |
1,844.4937 |
1,844.4937 |
1,844.4937 |
1,837.9850 |
S1 |
1,824.0593 |
1,824.0593 |
1,845.8343 |
1,811.0420 |
S2 |
1,798.0247 |
1,798.0247 |
1,841.5747 |
|
S3 |
1,751.5557 |
1,777.5903 |
1,837.3150 |
|
S4 |
1,705.0867 |
1,731.1213 |
1,824.5361 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,082.2097 |
2,049.5543 |
1,915.5469 |
|
R3 |
2,012.3117 |
1,979.6563 |
1,896.3250 |
|
R2 |
1,942.4137 |
1,942.4137 |
1,889.9176 |
|
R1 |
1,909.7583 |
1,909.7583 |
1,883.5103 |
1,891.1370 |
PP |
1,872.5157 |
1,872.5157 |
1,872.5157 |
1,863.2050 |
S1 |
1,839.8603 |
1,839.8603 |
1,870.6957 |
1,821.2390 |
S2 |
1,802.6177 |
1,802.6177 |
1,864.2884 |
|
S3 |
1,732.7197 |
1,769.9623 |
1,857.8811 |
|
S4 |
1,662.8217 |
1,700.0643 |
1,838.6591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,888.8030 |
1,818.4590 |
70.3440 |
3.8% |
35.8002 |
1.9% |
45% |
False |
True |
87,150 |
10 |
1,928.8080 |
1,818.4590 |
110.3490 |
6.0% |
36.8947 |
2.0% |
29% |
False |
True |
86,481 |
20 |
2,026.3210 |
1,818.4590 |
207.8620 |
11.2% |
53.5965 |
2.9% |
15% |
False |
True |
103,971 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
65.1577 |
3.5% |
56% |
False |
False |
118,210 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.6% |
64.4465 |
3.5% |
56% |
False |
False |
126,371 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
69.5959 |
3.8% |
44% |
False |
False |
153,504 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
76.1831 |
4.1% |
62% |
False |
False |
175,605 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
75.8274 |
4.1% |
62% |
False |
False |
189,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.4213 |
2.618 |
1,986.5838 |
1.618 |
1,940.1148 |
1.000 |
1,911.3970 |
0.618 |
1,893.6458 |
HIGH |
1,864.9280 |
0.618 |
1,847.1768 |
0.500 |
1,841.6935 |
0.382 |
1,836.2102 |
LOW |
1,818.4590 |
0.618 |
1,789.7412 |
1.000 |
1,771.9900 |
1.618 |
1,743.2722 |
2.618 |
1,696.8032 |
4.250 |
1,620.9658 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,847.2938 |
1,853.6310 |
PP |
1,844.4937 |
1,852.4520 |
S1 |
1,841.6935 |
1,851.2730 |
|